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Scherrer, Wolfgang and Deistler, Manfred (2019) Vector autoregressive moving average models. In: Rao, C.R., (ed.) Handbook of Statistics: Conceptual Econometrics Using R. Handbook of Statistics, 41. Oxford: North Holland/Elsevier, pp. 145-191. https://doi.org/10.1016/bs.host.2019.01.004
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Official URL: https://doi.org/10.1016/bs.host.2019.01.004
| Item Type: | Book Contribution |
|---|---|
| Keywords: | Vector autoregressive moving average process, State space model, Identifiability, Parameter estimation, Model selection |
| Research Units: | IHS general publications |
| Date Deposited: | 23 May 2019 12:10 |
| Last Modified: | 19 Sep 2024 08:53 |
| DOI: | 10.1016/bs.host.2019.01.004 |
| ISBN: | 978-0-444-64311-7 |
| URI: | https://irihs.ihs.ac.at/id/eprint/5056 |
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